On minimax estimation in the presence of side information about remote data
The authors investigate the effect of partial side information on remote data in estimation of the distribution for a parametric family. The J function with a similar role for the Fisher information is introduced, and the information inequality like the Cramér-Rao inequality for minimax square errors is obtained. The regularity conditions for asymptotic efficiency, that is, the asymptotic achievement of the informational bound are discussed.
scientific article; zbMATH DE number 4172149
scientific article